Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 86 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 13.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 91 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 92 | — |
| Standard deviation | 15.85 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 106.60K | — |
| 3-year earnings growth | 15.73 | — |
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/mutual_funds/world/risk
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